eBook - Advances in Financial Machine Learning

  • ISBN: 9789373327716
  • 400 pages

Available Exclusively as an eBook | Part of the AI eBook Collection | Only for Institutional Purchase | Publication Year: 2018

Description

Advances in Financial Machine Learning by Marcos Lopez de Prado teaches how to apply machine learning innovations to improve investment performance. It covers structuring big data, research with ML algorithms, supercomputing methods, and backtesting with practical math, code, and examples. The book equips finance professionals with modern tools to succeed in finance.

About the Author

Dr. Marcos López de Prado is a principal at AQR Capital Management and head of machine learning, also a research fellow at Lawrence Berkeley National Laboratory.

Table of Contents

About the Author

Preamble

Part 1 Data Analysis

Part 2 Modelling

Part 3 Backtesting

Part 4 Useful Financial Features

Part 5 High-performance Computing Recipes

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